System and method for accessing rich objects via spreadsheets

ABSTRACT

One embodiment of the present invention sets forth a method for providing access to a data object from within a spreadsheet included in a spreadsheet application. The method includes associating the data object with a first cell of the spreadsheet, wherein the data object is related to a parameter, and the first cell is identified by a cell reference, receiving an input that is related to a second cell of the spreadsheet and includes an expression that specifies the parameter and the first cell reference, and replacing the first cell reference specified by the expression with the data object, wherein a value for the second cell may be determined by applying the parameter to the data object specified in the expression.

CROSS-REFERENCE TO RELATED APPLICATIONS Benefit Claim

This application claims the benefit as a Continuation of applicationSer. No. 13/196,788, filed Aug. 2, 2011, the entire contents of which ishereby incorporated by reference as if fully set forth herein, under 35U.S.C. §120. The applicants hereby rescind any disclaimer of claim scopein the parent application or the prosecution history thereof and advisethe USPTO that the claims in this application may be broader than anyclaim in the parent applications.

BACKGROUND OF THE INVENTION

1. Field of the Invention

The present disclosure relates generally to data access and analysisand, more specifically, to a system and method for accessing richobjects via spreadsheets.

2. Description of the Related Art

A spreadsheet application is a data organization tool that allows usersto store and organize large amounts of data. In addition, a spreadsheetapplication allows users to perform various analyses on the data storedin the spreadsheet, including mathematical and statistical analyses. Aspreadsheet is typically organized as a series of rows and columns,where a particular intersection of a row and a column is referred to asa cell and holds a unit of data. A common feature of a spreadsheetapplication is to allow a user to reference a particular cell in anexpression that is evaluated to provide a value for a different cell.

Spreadsheet applications are commonly used to manage and analyzefinancial data. However, raw financial data is typically quite largewith many dependencies, and inputting such data into a spreadsheet aswell as analyzing such data within a spreadsheet is quite cumbersome anderror prone. In addition, some types of raw financial data do not fitwell into the row/column organization offered by a spreadsheet andcannot be visualized easily in such an organization. Further still,financial analysis is often quite complex, where an expression typicallyreferences multiple cells (often on the order of hundreds of thousands),making the process quite error prone. Since the expressions are often socomplex, locating the source of an error is extremely difficult and timeconsuming.

As the foregoing illustrates, what is needed in the art is a mechanismfor providing data in a spreadsheet that can be accessed and analyzed inan efficient and less error prone manner.

SUMMARY OF THE INVENTION

One embodiment of the present invention sets forth a method forproviding access to a data object from within a spreadsheet included ina spreadsheet application. The method includes associating the dataobject with a first cell of the spreadsheet, wherein the data object isrelated to a parameter, and the first cell is identified by a cellreference, receiving an input that is related to a second cell of thespreadsheet and includes an expression that specifies the parameter andthe first cell reference, and replacing the first cell referencespecified by the expression with the data object, wherein a value forthe second cell may be determined by applying the parameter to the dataobject specified in the expression.

Advantageously, being able to access and analyze data objects related tofinancial data from within a spreadsheet application enables users toperform complex data entry and analysis operations in an efficientmanner.

BRIEF DESCRIPTION OF THE FIGURES

So that the manner in which the above recited features of the presentinvention can be understood in detail, a more particular description ofthe invention, briefly summarized above, may be had by reference toembodiments, some of which are illustrated in the appended drawings. Itis to be noted, however, that the appended drawings illustrate onlytypical embodiments of this invention and are therefore not to beconsidered limiting of its scope, for the invention may admit to otherequally effective embodiments.

FIG. 1 illustrates a system that enables a spreadsheet application toreference rich objects, according to one embodiment of the invention;

FIG. 2 illustrates a more detailed view of the spreadsheet applicationof FIG. 1, according to one embodiment of the invention;

FIG. 3 is a conceptual illustration of a worksheet included in thespreadsheet application that references a rich object, according to oneembodiment of the invention;

FIG. 4 is an exemplary system within which the spreadsheet applicationof FIG. 1 could execute, according to one embodiment of the invention;and

FIGS. 5A and 5B set forth a flow diagram of method steps for referencinga rich object from within a spreadsheet application, according to oneembodiment of the invention.

DESCRIPTION OF EXAMPLE EMBODIMENTS

FIG. 1 illustrates a system 100 that enables a spreadsheet applicationto reference rich objects, according to one embodiment of the invention.As shown, the system 100 includes a spreadsheet application 102, servicelogic 104, an application server 106 and a data store 108.

The spreadsheet application 102 is a software program that allows a userto create, analyze and interact with different spreadsheets each havingone or more worksheets. A worksheet typically includes a two-dimensionalmatrix or grid having multiple rows and columns. Each cell, at aparticular row and a particular column, includes data, such asalphanumeric text, numeric values or a formula. A formula defines howthe data associated with a particular cell is to be calculated from thedata included in another cell (or a combination of cells) each time anycell is updated. Spreadsheets are configured to re-calculate eachdependent cell after a change is made to a particular cell.

The service logic 104 is an infrastructure layer that, among otherthings, allows the spreadsheet application 102 to communicate with theapplication server 106. In one embodiment, the service logic 104includes a messaging service (not shown) that allows the spreadsheetapplication 102 and the application server 106 to communicateasynchronously via messages.

The application server 106 includes logical elements such as inputreceiving logic 110, an object model 112, evaluation logic 114 and datastore access logic 116. The application server 106 may be implemented asa special-purpose computer system having the logical elements shown inFIG. 1. In one embodiment, the logical elements comprise programinstructions stored on one or more machine-readable storage media.Alternatively, the logical elements may be implemented in hardware,firmware, or a combination thereof.

The input receiving logic 110 receives inputs from differentapplications executing within the system 100, such as the spreadsheetapplication 102, via the service logic 104. Inputs include, but are notlimited to, processing requests, data access/storage requests andexpression evaluation requests. The input receiving logic 110 transmitsrequests received from the different applications to logical elementswithin the application server 106 that are configured to process thoserequests.

The object model 112 is a model that specifies a universe of dataobjects, relationships between the data objects, higher-order dataobjects generated based on one or more zero-order data objects in theuniverse, higher-order data objects generated based on otherhigher-order data objects, and auxiliary entities related to theuniverse of data objects. The data objects may be created by users viadata object creation mechanisms exposed in different applications, suchas the spreadsheet application 102. In one embodiment, the object model112 includes only references to the data objects and data related tothose data objects is stored within the data store 108. Below are someexamples of different data objects that are included in the object model112. Persons skilled in the art would understand that any other dataobjects can be included in the object model 112.

Examples of Zero-Order Data Objects

Instruments: An instrument is a data object that represents any markettraded entity or product of interest, such as a stock (equity), bond,currency, or fund.

Metrics: A metric is a transformation (or function) that receives onetype of data (e.g., an object such as an instrument) and returns anothertype (e.g., another object such as a time series). A metric may performany form of specified processing, specified computation, relatedoperations such as database queries, network communications and datastoring. For example, a metric may receive a particular instrument asinput and return a time series of the particular instrument's volume. Ametric may also receive one time series for an instrument and return thevalue of the instrument on a given day. A metric may optionally receiveparameters at runtime that influence the execution of logic implementedin the metric. An example of a parameter that can be inputted into ametric to influence the execution of a metric may be a number of days toshow a moving average price for MSFT where the metric calculates themoving average price.

Objects that are of a higher order than a zero order can be built usingmetrics. The input objects and the output objects can be zero-order orhigher-order in any combination. The data changes over time. Therefore,if a metric is evaluated at two different times, it may producedifferent outputs. Alternatively, output objects from one or more ofthese metrics may be pre-computed/evaluated and stored/cachedbeforehand. In some embodiments, parameters may be provided to a metricto specify whether a cached object of a metric should be used as input,or whether the output of a metric should be cached or stored.

Time Series: A time series is a programmatic object that representstime-dependent information in any of several forms, including a seriesof discrete dates or a sequence of time-related values. Where an objectmodel contains a large amount of time-dependent information, many timeseries may be created in the process of evaluating objects in the objectmodel. For example, an instrument may have a trading history thatindicates its values over a period of time. From this trading history(e.g., raw trading data), one or more time series may be created torepresent time-dependent information, in any desired resolution (forexample, in a time scale of years, months, weeks, days, hours, minutes,seconds).

In some embodiments, a time series may comprise a set of numeric valuesand a separate set of time values, wherein each numeric value has acorresponding time value in the set of time values. Each such numericvalue represents a value of a certain entity at each corresponding timevalue in the set of time values. For example, a time series may be usedto represent market values of an instrument. The above-mentioned “valueof a certain entity” may be a particular market value at the closing ofa trading day. In this example, the time series may comprise a set oflong or double values, each of which represents a market value at theclosing of a corresponding day as indicated by a time value in aseparate set of time values. The time series further comprises theseparate set of time values representing the closings of allcorresponding days, for which market values of the instruments areincluded in the set of long or double values.

A time series may also be used to represent values of an entity for timevalues that meet certain criteria. For example, a time series may beused to represent market values for an instrument when the instrument istraded to higher prices, when the instrument is traded to lower prices,when the volatility of the instrument exceeds a certain limit, when thevolatility of the instrument stays below a certain limit, or aderivative of other time series. Furthermore, the values of an entityare not limited to market values of an instrument. For example, thevalues of an entity, as represented by a time series, may compriseanalytical values of historical volatility of two instruments.

In some embodiments, a time series associated with an instrument may beaccessed by an expression containing an identifier (e.g., the identifier“GOOG” to indicate the equity instrument for Google, Inc.) for anotherobject such as an instrument and a token (e.g., a textual name such as“HVOL” representing historical volatility of an instrument) for a typeof transformation. In the present example where the time series isaccessed by the expression “GOOG.HVOL”, the metric identified by thetoken (e.g., “HVOL”) receives the identifier for the instrument (e.g.,“GOOG”) as input and transforms raw trading data of the instrument(i.e., “GOOG”) into a time series as an output object. This time series,for example, may represent time-dependent information of volatility ofthe instrument “GOOG” in all recorded trading days.

A time series can not only represent time-dependent information forzero-order objects such as instruments, but may also representtime-dependent information for any higher-order objects in the objectmodel.

In some embodiments, a time series may be used to representtime-dependent information that is not related to another object. Forexample, a set of time values from a calendar, e.g., all week days, allwork days, all Mondays, or the second days of months, may be transformedby a metric into a time series. Such a time series may be viewed as anobject per se as it is independent of another object such as aninstrument. In some embodiments, the time series may be accessed withina global scope, by any other objects, without naming any other objectsuch as an instrument. In some embodiments, a time series may comprise aset of time values (e.g., all Mondays) without including a separate setof numeric values representing values of an entity that may beassociated with another object such as an instrument.

Example Higher-Order Data Objects

Date Set: A date set comprises a set of time values that satisfy one ormore selection criteria. As used herein, the term “time value” mayinclude date and/or time of day information at various resolutions, forexample, from multiple years to sub-seconds. For example, a date set maybe all trading days when the “GOOG” stock trades up. A date set may alsohave an explicit start time value for the set, for example, Jan. 1,2006; thus, the date set excludes all time values that are before theexplicit start time value. Similarly, a date set may also have anexplicit end time value; thus, the date set excludes all time valuesthat are after the explicit end time value.

A date set may also take an implicit start time value, where an explicitstart time value is not specified. For example, a date set thatcomprises all days when the “GOOG” stock trades up may have an implicitstart time value when the “GOOG” stock was first publicly traded.Similarly, a date set may also take an implicit end time value, where anexplicit end time value is not specified. For example, a date set thatcomprises all days when the “ENE” stock was available for trades mayhave an implicit end time value when the “ENE” stock was terminated frompublic trading from the New York Stock Exchange.

One of several object creation mechanisms may be used to createhigher-order objects such as date sets. One object creation mechanism isa metric. This metric may take a first input that specifies a timeseries. This time series is generally a set of date/value pairs. Thedate set metric also may take a second input that specifies one or morecriteria. For example, the one or more criteria as specified in thesecond input may specify a range. The resulting date set will thencontain all the dates as indicated by the time series that are withinthe specified range.

Another object creation mechanism to create a higher-order object suchas a date set is to directly use a programming language such as JAVA.The user may supply programming language code to the system 100, whichmay be compiled, interpreted or otherwise executed by the system 100 tocreate a date set. Extension mechanisms such as Java reflection may beused to add code segments or objects to the system so that the objectcreation mechanisms can be dynamically extended.

Yet another object creation mechanism to create a higher-order objectsuch as a date set is to interact with a user interface. For example,tools or widgets may be provided in or through a graphical userinterface and may interact with the user for the purpose of creating adate set.

In various embodiments, these and other object creation mechanisms, or acombination thereof, may be used to create various higher-order objects.

Index: An index indicates a collective value of one or more instrumentsas a function of time over a set of time values. A collective value isany type of aggregate value of the one or more instruments. Thecollective value may be of a market value type such as a total monetaryvalue of the one or more instruments traded at public exchanges, or ofan analytical value type such as a numeric value indicating volatilityof the trading price for the one or more instruments, as a function oftime over the set of time values.

For the purpose of illustration only, the one or more instrumentsincluded in the index may comprise the “GOOG”, “YHOO”, and “MSFT”stocks. Hence, the index may be an aggregate market value of thesestocks, as a function of time over all trading days since Jan. 1, 2011.A market value is an aggregation of values of all assets included in theportfolio at a corresponding time value in the set of time values. Themarket value may be measured (e.g., denominated) in a reference currencysuch as the U.S. dollar. For example, a value of an asset such as aninstrument may be a trading price of that instrument at the closing of aparticular trading day. A value of the reference currency may be itstrading value as denominated in the reference currency. A value of acurrency that is not the reference currency may also be measured in thereference currency through an exchange rate.

An index may have a start time value, for example, Jan. 1, 2011; thus,the index does not track the collective value before the start timevalue. Similarly, an index may also have an end time value; thus, theindex does not track the collective value after the end time value. Thestart time value and/or the end time value may be explicit or implicit.

To create an index, any of the object creation mechanisms may be used.An object creation mechanism may take a first input that specifies oneor more time series for the one or more instruments. For example, thesetime series as specified in the first input may represent trading pricesfor the “GOOG”, “YHOO”, and “MSFT” stocks on all trading days when thestocks are publicly traded. The object creation mechanism also may takea second input that specifies a date set. In some embodiments, the dateset as specified in the second input may specify a set of days for whicha collective value of the one or more instruments should be tracked. Forexample, the date set may comprise a set of last five trading days ofeach quarter since Jan. 1, 2011. The object creation mechanism maycomprise logic to compute the collective value of the one or moreinstruments as specified in the first input over the set of time valuesas specified in the second input. The object creation mechanism maycreate and output an index in the form of a new time series. Eachnumeric value in the set of longs or doubles indicates the collectivevalue of the “GOOG”, “YHOO”, and “MSFT” stocks at a time value (e.g., aday) in the set of last five trading days of each quarter since Jan. 1,2011.

The user may provide a token in the form of a string to name the indexso that the definition or computed value of the index can besubsequently referenced as a named object in combination with otherobjects. In an embodiment, any of all the entities that are involved inspecifying, creating and outputting a new index may be stored or cachedin a machine-readable storage medium. In addition, the definition of newindex may also be stored or cached in such a medium.

Instrument Group: An instrument group comprises one or more instrumentsselected from a universe of instruments using a filter chain that iscreated from zero or more set operations and one or more filter links.For example, an instrument group may comprise all the stocks in the S&PIndex (“SPX”) that are in the technology sector. Another example ofinstrument group may be all the stocks in the financial sector of theS&P Index that have low PE ratios.

To create an instrument group, an object creation mechanism may be used.This mechanism may take a first input that specifies the zero or moreset operations. For example, a set operation of “intersection” may bespecified as the first input. The object creation mechanism also maytake a second input that specifies the one or more filter links. For thepurpose of illustration only, such a filter link may be a criterion thatany selected stock must belong to the bucket of lowest 10% among aninput set of instruments. In some embodiments, graphical user interface200 of client 120 may be used to create an instrument group. A filterview 206 may be used to represents an input set of instruments to whicha filter link may be applied. In this example, all stocks in thefinancial sector of the S&P Index are used as an input set ofinstruments. These stocks are represented in an n-tile diagram. Thisn-tile diagram comprises n (a positively integer such as ten) buckets,each bucket comprising substantially a same number of instruments. Eachbucket represents a particular range of 10% PE ratios. Thus, if a stockis in the top 10% among all the stocks in terms of PE ratios, the stockwill be included in the bucket between 90% and 100%. Similarly, if astock is in the bottom 10% among all the stocks in terms of PE ratios,the stock will be included in the bucket between 0% and 10%.

The object creation mechanism may comprise logic to create a filterchain by evaluating each filter link in the filter chain, combining thefilter chains based on the set operation specified, and generates theinstrument group that comprises the one or more instruments. In thepresent example, where the filter link is created using an n-tilediagram, the object creation mechanism may create and output aninstrument group that comprises a set of instruments that are in thebottom 10% of PE ratios.

The user may provide a token in the form of a string to name theinstrument group. For example, this instrument group may be called “lowPE SPX Financials.” In some embodiments, a text input box may beprovided in graphical user interface to accept input of the string.Subsequently, this named instrument group may be used in combinationwith other objects by a reference to the token.

In an embodiment, any of all the entities that are involved inspecifying, creating and outputting a new instrument group may be storedor cached in a machine-readable storage medium. In addition, the newinstrument group may also be stored or cached in such a medium.

Portfolio: A portfolio indicates a market value of included assets as afunction of time over a set of time values. A portfolio may comprise astart time value from which the market value of the portfolio is to betracked. A portfolio may optionally comprise an end time value afterwhich the market value of the portfolio is no longer tracked. The set ofassets included in the portfolio at any given time value may comprise avariable number of instruments. The set of assets may optionally includea certain amount in various currencies (including currency equivalents).

To create a portfolio, an object creation mechanism may be used. Thismechanism may take a first input that specifies zero or more time seriesfor the zero or more instruments. For example, these time series asspecified in the first input may represent trading prices for the“GOOG”, “YHOO”, and “MSFT” stocks on all trading days when the stocksare publicly traded. In some embodiments, the object creation mechanismmay use weight factors to determine how much of each of theseinstruments is to be hold in the portfolio at each time value of a timeperiod starting from the start time value. The object creation mechanismalso takes a second input that specifies a date set. In someembodiments, the date set as specified in the second input specifies aset of time values (e.g., the preceding time period) for which a marketvalue of the portfolio should be computed. For example, the date set maycomprise a set of all trading days since Jan. 1, 2011. The objectcreation mechanism may further take a third input that specifies the oneor more trades over the set of time values as specified in the secondinput. Each trade may specify an instrument, a buy-or-sell indication, atime of trading, and a quantity. The object creation mechanism maycomprise logic to execute, or to simulate execution of, trades asspecified in the third input and to compute the market value of theportfolio over the set of time values as specified in the second input,thereby giving rise to a new portfolio object. Any other metric may beapplied to the new portfolio object to extract information. In addition,the portfolio object may be used to create another higher-order object.In the present example, the associated set of time values to which thelong or double values are mapped is the set of time values specified inthe second input. For example, each numeric value in the set of longs ordoubles indicates a collective market value of all assets in theportfolio at a time value in the set of all trading days since Jan. 1,2011.

The user may provide a token in the form of a string to name theportfolio so that a subsequent reference can be made to the token in anexpression that involves other objects.

In an embodiment, any of all the entities that are involved inspecifying, creating and outputting a new portfolio may be stored orcached in a machine-readable storage medium. In addition, the newportfolio may also be stored or cached in such a medium.

Strategy: A strategy may be used to generate a net profit in a timeperiod. A net profit in a time period is a net gain or loss at the endof the time period. Here, the net profit may be determined by a numberof trades executed within the time period and market conditions. A blockof strategy code may be used to generate the trades that are to beexecuted in connection with the strategy. In some embodiments, the netprofit and the trades may be hypothetical and generated for the purposeof studying, validating or invalidating a particular trading strategy.

The time period may be represented by a date set that comprises astarting time value corresponding to the beginning of the time periodand optionally an end time value corresponding to the end of the timeperiod.

In some embodiments, a strategy comprises an initial collection ofassets at the beginning of the time period. In a particular embodiment,this initial collection of assets may comprise only a starting net assetvalue in a reference currency such as the U.S. dollar.

To create a strategy, an object creation mechanism may be used. Thisobject creation mechanism may take a first input that specifies aparticular date set. Comprising a start time value and optionally an endtime value as previously described, the particular date set represents atime period where trades may be generated and executed. For example, thedate set may be all trading days from Jan. 1, 2006 to now.Alternatively, the date set may be all trading days when the “GOOG”stock trades up.

The object creation mechanism may take a second input that specifies astatement block, which when executed generates one or more trades. Eachtrade may specify an instrument, a-buy-or-sell indication, a time oftrading, and a quantity. The object creation mechanism may compriselogic to execute, or to simulate execution of, the statement block andthe trades as generated by the statement block and to compute the marketvalue of the strategy over the set of time values as specified in thefirst input, thereby creating a new strategy object. Any other metricmay be applied to the new strategy object to extract information. Inaddition, the strategy object may be used to create another higher-orderobject. Furthermore, the object creation mechanism may create and outputa net profit at the end of the time period. In the present example, theobject creation mechanism may create and output a net profit of72,277.21 in the reference currency of US dollar.

The user may provide a token in the form of a string to name thestrategy. For example, the strategy may be named as “VLD during risingrates. Subsequently, this strategy may be used to create otherhigher-order objects.

In an embodiment, any of all the entities that are involved inspecifying, creating and outputting a new strategy may be stored orcached in a machine-readable storage medium. In addition, the newstrategy may also be stored or cached in such a medium.

Regression: A regression may be used to perform predictions, inferencesand hypothesis analyses between independent time series and a dependenttime series in the object model.

To create a regression, an object creation mechanism may be used. Thisobject creation mechanism may take a first input that specifies one ormore first time series representing independent variables in aregression analysis. For example, the one or more first time series maybe ones that are associated with objects like “Exxon Mobil Corp”, “WTICRUDE FUTURE (1st month generic)”, and “S&P 500 INDEX” in the objectmodel. The object creation mechanism also may take a second input thatspecifies a second time series representing a dependent variable in theregression analysis. The object creation mechanism may comprise logic toperform the regression analysis that transforms the one or more firsttime series into a predicted time series and compares the predicted timeseries with the second time series, thereby creating a new regressionobject. This new regression object may be used in part by another objectcreation mechanism to create other higher-order objects.

The user may provide a token in the form of a string to name theregression. Subsequently, this regression may be used in combinationwith other objects through a reference to its token.

In an embodiment, any of all the entities that are involved inspecifying, creating and outputting a new regression may be stored orcached in a machine-readable storage medium. In addition, the newregression may also be stored or cached in such a medium.

A user may define an arbitrarily complex object that is built on top ofother objects. For example, liquidity and risk models may be built as amulti-level object on top of an instrument group, a portfolio, severalindexes, a date set, etc. Similarly, an index may be built on top ofother higher-order objects. In some embodiments, a higher-order objectmay be represented as a tree. The leaf nodes of the tree are zero-orderobjects such as instruments. The tree may additionally and/or optionallycontain non-leaf nodes. The non-leaf nodes are higher-order objects. Inother words, a higher-order object may be built from building blocks.These building blocks may be zero-order or higher-order objects. Forexample, when an index is built from an instrument group, the instrumentgroup also may be built from a combination of other higher-order andzero-order objects.

Any of several object creation mechanisms may be selected by a user forthe purpose of creating a higher-order object. Definitions for thehigher-order objects may be generated by the object creation mechanismand saved in the system. A definition may be defined and evaluated attwo different times. The results of evaluation of a definition maychange as underlying data changes. These results may be saved in cacheor in permanent storage.

In accordance with an embodiment of the present invention, an inputmechanism is provided for a user to enter expressions to the applicationserver 106 for the purpose creating, modifying, deleting, evaluating, orsaving various objects and components in the object model. Here, theterm “input mechanism” includes either a command line interactionmechanism or a graphic-user-interface based interaction mechanism, or acombination of the preceding two. In other embodiments, an inputmechanism is not used and objects may be specified programmatically orat runtime using other mechanisms.

An expression may comprise one or more tokens separated by delimitercharacters such as a period, parentheses, a comma, quotation marks, etc.Each token may refer to an economic index, an instrument, a metric, aninput object, an output object, a parameter, a time series, ahigher-order-object, or any higher-order object in the object model.

The evaluation logic 114 receives expression evaluation requests fromapplications, such as the spreadsheet application 102, via the inputreceiving logic and evaluates the expressions specifies in thoserequests. An expression typically includes a reference to one or moredata objects included in the object model 112 and specifies one or moreoperations to be performed on those data objects. The evaluation logic114, when processing a particular expression, may create, modify, deleteand store data objects that are associated with the universe of dataobjects included in the object model 112. In addition, the evaluationlogic 112 the evaluation logic 112 transmits the results of processingthe particular expression to the application that transmitted theexpression evaluation request.

An expression may be evaluated with a certain order. For example, in aparticular embodiment, the expression may be evaluated according to aprecedence ordering among operators. Additionally and/or optionally,certain optimization logic may be used to determine whether any tokensin an expression can be evaluated in parallel.

In an embodiment that uses a modeling language, a user may type anexpression “(HVOL( )+IVOL( )/2” to define a new custom metric. For thepurpose of illustration only, “HVOL( )” and “IVOL( )” may be two tokensfor two functions. Tokens for other constructs may also be used. Theuser may give a new token “avgvol( )” for this new metric. Subsequently,the token “avgvol( )” for the new metric may be displayed as aselectable item in a dialog pane. This new metric may be used togetherwith an instrument such as “GOOG” to cause a new time series to becreated and displayed. This new time series is produced by averagingvalues from two time series as specified by “HVOL( )” and “IVOL( ).”

The application server 106 may immediately make available this new typeof object (e.g., a new function “avgvol( )”) to all users of the system.The users simply specify the token associated with the new type ofobject in subsequent expressions. The time series representing “HVOL( )”and “IVOL( )” can be displayed in a content pane, along with a new timeseries as specified by the new token (i.e., “avgvol( )”).

In this manner, new types of objects and new types of expressions can becontinuously added to the object model 112, which causes the objectmodel 112 to evolve over the time. For example, a user may continuouslydefine new hypotheses as new object types or as new instances ofexisting object types and timely test the new hypotheses in a rapidlychanging market. Evaluations of some of these hypotheses may be saved orcached along with the definitions for the hypotheses. These hypothesescan also be recalled, re-studied, and reused by way of suitable tokensat a later time.

In an embodiment, application server 106 comprises data store accesslogic 116. Data store access logic 116 may comprise a set of programinstructions which, when executed by one or more processors, areoperable to access and retrieve data from data store 108. For example,data store access logic 116 may be a database client or an Open DatabaseConnectivity (ODBC) client that supports calls to a database server thatmanages data store 108. Data store 108 may be any type of structuredstorage for storing data including, but not limited to, relational orobject-oriented databases, data warehouses, directories, data files, andany other structured data storage.

FIG. 2 illustrates a more detailed view of the spreadsheet application102 of FIG. 1, according to one embodiment of the invention. As shown,the spreadsheet application 102 includes user interface logic 202, inputcapture logic 204, auto-complete logic 206 and dependency resolutionlogic 208.

The user interface (UI) logic 202 is set of program instructions which,when executed by one or more processors of a computer system, areoperable to receive user input and to display a graphical representationof one or more graphic constructs related to creating, analyzing andexploring data objects described above as well as the spreadsheetapplication 204. The UI logic 202 may be operable to receive user inputfrom, and display the graphic constructs to, a graphical user interfacethat is provided on a display device coupled to the computer system.

As described previously herein, a spreadsheet typically includesworksheets that are organized as a two-dimensional matrix or grid havingmultiple rows and columns. Each cell, at a particular row and aparticular column, includes data, such as alphanumeric text, numericvalues or a formula. A user, via the UI logic 202, inputs data into thecells of a worksheet. The input may include a definition, editinginstructions and/or expressions related to one or more data objectsdescribed above. In addition, for a particular cell, the user may inputan expression that includes a cell reference that identifies a differentcell. Consequently, the parameters of the expression can includeparameters related to one or more data objects included in the differentcell. For example, for a cell “A1”, the user may input the data object“GOOG” via the UI logic 202. For a different cell, “B1”, the user mayinput an expression that includes the data object specified by “A1” byinputting “A1.close,” where “.close” is a parameter of the data objectspecified by the cell “A1.”

Input provided by a user, via the UI logic 202, for a particular cell iscaptured by the input capture logic 204 as the user provides the input.The input capture logic 204 transmits the input to the auto-completelogic 206 that is configured to provide suggestions to the user forcompleting an expression that is partially defined in the input.Continuing the example described above, for cell “A1,” as the userinputs “GO,” the input capture logic 204 captures the input “GO” andtransmits “GO” to the auto-complete logic 206. The auto-complete logic206 then determines possible suggestions that can be provided to theuser to complete the input “GO.” To make such a determination, theauto-complete logic 206 transmits request to the application server 106to retrieve identifiers of different objects in the object model 112that include the text “GO.” Consequently, the identifier of the dataobject “GOOG,” among others, would be returned in response to such arequest. The auto-complete logic 206 then, via the UI logic 202,provides these suggestions to the user.

Importantly, the auto-complete logic 206 provides suggestions, not onlyfor data objects, but also for parameters of those data objects, such asvariables and functions related to the data object. In addition, theauto-complete logic 206 is identifies data objects associated with aparticular cell that is being referenced in an expression. For example,for cell “B1”, as the user inputs “A1.,” the auto-complete logic 206 isconfigured to identify that the cell A1 is associated with the dataobject “GOOG” and provide parameters, such as variables and functions,related to the data object as suggestions to the user. In such asituation, once the auto-complete logic 206 determines that the cell A1is associated with the data object “GOOG,” the auto-complete logic 206transmits a request to the application server 206 to retrieve theparameters related to the data object “GOOG.” The auto-complete logic206 then, via the UI logic 202, provides these parameters as suggestionsto the user.

Once an expression for a particular cell is completely input by theuser, the input capture logic 204 transmits the expression to thedependency resolution logic 208. The dependency resolution logic 208,before transmitting the expression to the evaluation logic 114 withinthe application server 106, determines whether there are any cellreferences included in the expression. To make such a determination, thedependency resolution logic 208 first parses the expression to identifyany references that could potentially be a cell reference. For each suchreference, the dependency resolution logic 208 then confirms that thereference is a cell reference and not a different type of reference,such as a reference to a data object. In one embodiment, such aconfirmation is based on metadata associated with the expression thatidentifies the type of a particular reference. Next, for each confirmedcell reference, the dependency resolution logic 208 replaces the cellreference in the expression with a reference to the data objectassociated with the cell identified by the cell reference. For example,the expression “A1.close” is modified by the dependency resolution logic208 to replace the cell reference “A1” with a reference to the dataobject associated with the cell A1. Consequently, once modified, theexpression species “GOOG.close,” where close is a parameter of the dataobject “GOOG.”

The expression, after being processed by the dependency resolution logic208, is transmitted to the application server 106, where the evaluationlogic 114 evaluates the expression. The result of the evaluation is avalue associated with the cell into which the expression was input. Thevalue is displayed via the UI logic 202. Each time a primary cell intowhich the expression was input is modified, or a secondary cell on whichthe primary cell is dependent is modified, the value may be updatedaccordingly.

FIG. 3 is a conceptual illustration of a spreadsheet 304 included in thespreadsheet application 102 that references a data object, according toone embodiment of the invention. As shown, the spreadsheet 304 includesmultiple worksheets 306. Worksheet 306(0) has rows defined by numericalidentifiers and columns defined by alphabetical identifiers. Each cellof worksheet 306(0) is identified by a particular cell reference thatincludes the column and the row intersection at which the cell resides.For example, cell 308 is identified by the cell reference “A1.” As alsoshown, the cell 308 includes a reference to the data object “GOOG.”

Further, the user inputs a portion of an expression, “A1” into the cellassociated with the cell reference “B2.” The portion of the expressionis captured by the input capture logic 204 and transmitted to theauto-complete logic 206 for providing suggestions to complete theexpression based on the input. As previously described herein, theauto-complete logic 206 is configured to identify that the cell A1 isassociated with the data object “GOOG” and provide parameters in thedialog box 310, such as variables and functions, related to the dataobject as suggestions to the user.

FIG. 4 is an exemplary system within which the spreadsheet application102 of FIG. 1 could execute, according to one embodiment of theinvention. As shown, the system 400 includes a system memory 402, anexternal memory 404, a central processing unit (CPU) 406, an inputdevice 410 and an display device 412.

The system memory 402 includes the spreadsheet application 102previously described herein. The system memory 402 is a memory space,usually a random access memory (RAM), that temporarily stores softwareprograms running within the system 400 at any given time. The CPU 406executes a sequence of stored instructions associated with and/ortransmitted from the various elements in the computer system 400. Theexternal memory 404 is a storage device, e.g. a hard disk, for storingdata associated with the video conferencing application 112. The inputdevice 410 is an end-user controlled input device, e.g. a mouse orkeyboard, that allows a user to manipulate various aspects of thespreadsheet application 102 including the UI logic 202. The displaydevice 412 may be a cathode-ray tube (CRT), a liquid crystal display(LCD) or any other type of display device.

FIGS. 5A and 5B set forth a flow diagram of method steps for referencinga data object from within a spreadsheet application, according to oneembodiment of the invention. Although the method steps are described inconjunction with the system for FIG. 1-4, persons skilled in the artwill understand that any system configured to perform the method steps,in any order, is within the scope of the invention.

The method 500 begins at step 502, where the input capture logic 204receives included in the spreadsheet application 102 receives an inputto associate a first data object, such as the data object “GOOG”, with afirst cell included in a spreadsheet.

At step 504, the input capture logic 204 receives input that includes aportion of an expression being input into a second cell of thespreadsheet. The portion of the expression includes, at least, a cellreference that identifies the first cell. At step 506, the portion ofthe expression is transmitted to the auto-complete logic 206 thatprovides the user with one or more suggestions related to the firstobject associated with the first cell that is identified by the cellreference included in the portion of the expression. For example, asshown in FIG. 3, the suggestions include one or more parameters relatedto the “GOOD” data object.

At step 508, the input capture logic 204 receives the completeexpression that was input into the second cell and transmits thecomplete expression to the dependency resolution logic 208. At step 510,the dependency resolution logic 208 parses the complete expression toidentify one or more cell references specified by the expression. Atstep 512, the dependency resolution logic 208 determines, for each cellreference included in the expression, the data object associated withthe cell that is identified by the cell reference. At step 514, thedependency resolution logic 208 replaces each cell reference with areference to the data object identified at step 514.

At step 516, the dependency resolution logic 208 transmits the modifiedexpression to the application server 106 for evaluation, where a valuefor the second cell is determined and transmitted back to thespreadsheet application 102 for display.

Advantageously, being able to access and analyze data objects related tofinancial data from within a spreadsheet application enables users toperform complex data entry and analysis operations in an efficientmanner.

One embodiment of the invention may be implemented as a program productfor use with a computer system. The program(s) of the program productdefine functions of the embodiments (including the methods describedherein) and can be contained on a variety of computer-readable storagemedia. Illustrative computer-readable storage media include, but are notlimited to: (i) non-writable storage media (e.g., read-only memorydevices within a computer such as CD-ROM disks readable by a CD-ROMdrive, flash memory, ROM chips or any type of solid-state non-volatilesemiconductor memory) on which information is permanently stored; and(ii) writable storage media (e.g., floppy disks within a diskette driveor hard-disk drive or any type of solid-state random-accesssemiconductor memory) on which alterable information is stored.

Another embodiment of the invention may be implemented as a programproduct deployed for use over a network. In such an embodiment, theprogram product may be accessed via a web browser.

The invention has been described above with reference to specificembodiments. Persons skilled in the art, however, will understand thatvarious modifications and changes may be made thereto without departingfrom the broader spirit and scope of the invention as set forth in theappended claims. The foregoing description and drawings are,accordingly, to be regarded in an illustrative rather than a restrictivesense.

What is claimed is:
 1. A method for providing access to a data objectfrom within a spreadsheet included in a spreadsheet application, themethod comprising: receiving a user input from a first cell of thespreadsheet via a service logic; using a first computer, associating adata object with the first cell of the spreadsheet, wherein the dataobject has one or more parameters, and the first cell is identified by afirst cell reference in a computer display device coupled to the firstcomputer; receiving a first input for a second cell of the spreadsheet,wherein the first input includes a portion of an expression and includesthe first cell reference identifying the first cell; in response toreceiving the first input, retrieving the one or more parametersassociated with the data object of the first cell as suggestions;receiving a second input indicating that a particular suggestion wasselected from the one or more parameters; querying a database at asecond computer to obtain a value for the particular suggestion inrelation to the data object and causing displaying the value in thesecond cell.
 2. The method of claim 1, wherein, prior to retrieving theone or more parameters, establishing that the first cell referencespecified by the portion of the expression identifies the first cell,the first cell is associated with the data object, and that the dataobject is related to the one or more parameters.
 3. The method of claim1, further comprising performing a collision check to confirm that theparticular suggestion, in fact, specifies the first cell reference asopposed to a different type of reference having the same text as thefirst cell reference.
 4. The method of claim 3, wherein performing thecollision check comprises determining that the particular suggestion isnot associated with metadata indicating that the particular suggestionspecifies a different type of expression having the same text as thefirst cell reference.
 5. The method of claim 1, wherein associating thedata object with the first cell comprises storing a first objectreference corresponding to the data object in the first cell.
 6. Themethod of claim 1, wherein, once the value for the second cell isobtained, each time the parameter related to the data object is updated,the value for the second cell is also updated.
 7. The method of claim 1,wherein, once the value for the second cell is obtained, each time thefirst cell is updated, the value for the second cell is also updated. 8.The method of claim 1, wherein the data object represents a type offinancial instrument associated with an entity traded in a financialmarket.
 9. A non-transitory computer-readable storage medium storinginstructions that, when executed by a processor, cause the processor toprovide access to a data object from within a spreadsheet included in aspreadsheet application, by performing the steps of: receiving a userinput from a first cell of the spreadsheet via a service logic; using afirst computer, associating a data object with the first cell of thespreadsheet, wherein the data object has one or more parameters, and thefirst cell is identified by a first cell reference in a computer displaydevice coupled to the first computer; receiving a first input for asecond cell of the spreadsheet, wherein the first input includes aportion of an expression and includes the first cell referenceidentifying the first cell; in response to receiving the first input,retrieving the one or more parameters associated with the data object ofthe first cell as suggestions; receiving a second input indicating thata particular suggestion was selected from the one or more parameters;querying a database at a second computer to obtain a value for theparticular suggestion in relation to the data object and causingdisplaying the value in the second cell.
 10. The non-transitorycomputer-readable storage medium of claim 9, wherein, prior toretrieving the one or more parameters, establishing that the first cellreference specified by the portion of the expression identifies thefirst cell, the first cell is associated with the data object, and thatthe data object is related to the one or more parameters.
 11. Thenon-transitory computer-readable storage medium of claim 9, furthercomprising performing a collision check to confirm that the particularsuggestion, in fact, specifies the first cell reference as opposed to adifferent type of reference having the same text as the first cellreference.
 12. The non-transitory computer-readable storage medium ofclaim 11, wherein performing the collision check comprises determiningthat the particular suggestion is not associated with metadataindicating that the particular suggestion specifies a different type ofexpression having the same text as the first cell reference.
 13. Thenon-transitory computer-readable storage medium of claim 9, whereinassociating the data object with the first cell comprises storing afirst object reference corresponding to the data object in the firstcell.
 14. The non-transitory computer-readable storage medium of claim9, wherein, once the value for the second cell is obtained, each timethe parameter related to the data object is updated, the value for thesecond cell is also updated.
 15. The non-transitory computer-readablestorage medium of claim 9, wherein, once the value for the second cellis obtained, each time the first cell is updated, the value for thesecond cell is also updated.
 16. The non-transitory computer-readablestorage medium of claim 9, wherein the data object represents a type offinancial instrument associated with an entity traded in a financialmarket.
 17. A computer system providing access to a data object fromwithin a spreadsheet included in a spreadsheet application, comprising:a first computing device that includes a memory and a processorconfigured to: receiving a user input from a first cell of thespreadsheet via a service logic; using a first computer, associating adata object with the first cell of the spreadsheet, wherein the dataobject has one or more parameters, and the first cell is identified by afirst cell reference in a computer display device coupled to the firstcomputer; receiving a first input for a second cell of the spreadsheet,wherein the first input includes a portion of an expression and includesthe first cell reference identifying the first cell; in response toreceiving the first input, retrieving the one or more parametersassociated with the data object of the first cell as suggestions;receiving a second input indicating that a particular suggestion wasselected from the one or more parameters; querying a database at asecond computer to obtain a value for the particular suggestion inrelation to the data object and causing displaying the value in thesecond cell.
 18. The computer system of claim 17, wherein the processorfurther performs: prior to retrieving the one or more parameters,establishing that the first cell reference specified by the portion ofthe expression identifies the first cell, the first cell is associatedwith the data object, and that the data object is related to the one ormore parameters.
 19. The computer system of claim 17, wherein theprocessor further performs: performing a collision check to confirm thatthe particular suggestion, in fact, specifies the first cell referenceas opposed to a different type of reference having the same text as thefirst cell reference.
 20. The computer system of claim 19, wherein theprocessor further performs: determining that the particular suggestionis not associated with metadata indicating that the particularsuggestion specifies a different type of expression having the same textas the first cell reference.